Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C14: Semiparametric and Nonparametric Methods: General

2016

• Qu, Hui & Chen, Wei & Niu, Mengyi & Li, Xindan, 2016, "Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models," Energy Economics, Elsevier, volume 54, issue C, pages 68-76, DOI: 10.1016/j.eneco.2015.12.001.
• Alvarez, Jorge & Valencia, Fabian, 2016, "Made in Mexico: Energy reform and manufacturing growth," Energy Economics, Elsevier, volume 55, issue C, pages 253-265, DOI: 10.1016/j.eneco.2016.01.016.
• Da Fonseca, José & Ignatieva, Katja & Ziveyi, Jonathan, 2016, "Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market," Energy Economics, Elsevier, volume 56, issue C, pages 215-228, DOI: 10.1016/j.eneco.2016.03.022.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.
• Seifert, Stefan & Cullmann, Astrid & von Hirschhausen, Christian, 2016, "Technical efficiency and CO2 reduction potentials — An analysis of the German electricity and heat generating sector," Energy Economics, Elsevier, volume 56, issue C, pages 9-19, DOI: 10.1016/j.eneco.2016.02.020.
• Nowotarski, Jakub & Weron, Rafał, 2016, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting," Energy Economics, Elsevier, volume 57, issue C, pages 228-235, DOI: 10.1016/j.eneco.2016.05.009.
• Ciarreta, Aitor & Zarraga, Ainhoa, 2016, "Modeling realized volatility on the Spanish intra-day electricity market," Energy Economics, Elsevier, volume 58, issue C, pages 152-163, DOI: 10.1016/j.eneco.2016.06.015.
• Li, Daye & Nishimura, Yusaku & Men, Ming, 2016, "Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX," Energy Economics, Elsevier, volume 59, issue C, pages 167-178, DOI: 10.1016/j.eneco.2016.08.006.
• Ftiti, Zied & Kablan, Sandrine & Guesmi, Khaled, 2016, "What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries," Energy Economics, Elsevier, volume 60, issue C, pages 313-324, DOI: 10.1016/j.eneco.2016.10.011.
• Andreasson, Pierre & Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2016, "Impact of speculation and economic uncertainty on commodity markets," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 115-127, DOI: 10.1016/j.irfa.2015.11.005.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Fong, Wai Mun, 2016, "Stochastic dominance and the omega ratio," Finance Research Letters, Elsevier, volume 17, issue C, pages 7-9, DOI: 10.1016/j.frl.2015.10.026.
• Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016, "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, volume 19, issue C, pages 255-260, DOI: 10.1016/j.frl.2016.08.010.
• Ardila, Diego & Sornette, Didier, 2016, "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, volume 19, issue C, pages 298-304, DOI: 10.1016/j.frl.2016.09.004.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Azar Dufrechou, Paola, 2016, "The efficiency of public education spending in Latin America: A comparison to high-income countries," International Journal of Educational Development, Elsevier, volume 49, issue C, pages 188-203, DOI: 10.1016/j.ijedudev.2016.03.005.
• Ramzi, Sourour & Afonso, António & Ayadi, Mohamed, 2016, "Assessment of efficiency in basic and secondary education in Tunisia: A regional analysis," International Journal of Educational Development, Elsevier, volume 51, issue C, pages 62-76, DOI: 10.1016/j.ijedudev.2016.08.003.
• Sanders, Lisanne & Melenberg, Bertrand, 2016, "Estimating the joint survival probabilities of married individuals," Insurance: Mathematics and Economics, Elsevier, volume 67, issue C, pages 88-106, DOI: 10.1016/j.insmatheco.2015.12.006.
• Guo, Xu & Li, Jingyuan, 2016, "Confidence band for expectation dependence with applications," Insurance: Mathematics and Economics, Elsevier, volume 68, issue C, pages 141-149, DOI: 10.1016/j.insmatheco.2015.09.012.
• Tursunalieva, Ainura & Silvapulle, Param, 2016, "Nonparametric estimation of operational value-at-risk (OpVaR)," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 194-201, DOI: 10.1016/j.insmatheco.2016.05.010.
• Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016, "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 82-96, DOI: 10.1016/j.insmatheco.2016.04.007.
• Brahimi, Brahim & Abdelli, Jihane, 2016, "Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 135-143, DOI: 10.1016/j.insmatheco.2016.06.005.
• Guo, Xu & Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016, "Preserving the Rothschild–Stiglitz type of increasing risk with background risk," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 144-149, DOI: 10.1016/j.insmatheco.2016.06.008.
• Ling, Chengxiu & Peng, Zuoxiang, 2016, "Tail asymptotics of generalized deflated risks with insurance applications," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 220-231, DOI: 10.1016/j.insmatheco.2016.09.012.
• Tanha, Hassan & Dempsey, Michael, 2016, "The evolving dynamics of the Australian SPI 200 implied volatility surface," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 44-57, DOI: 10.1016/j.intfin.2016.03.006.
• Xu, Wenming, 2016, "Reforming private securities litigation in China: The stock market has already cast its vote," International Review of Law and Economics, Elsevier, volume 45, issue C, pages 23-32, DOI: 10.1016/j.irle.2015.11.002.
• Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016, "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 52-70, DOI: 10.1016/j.jbankfin.2015.11.007.
• Grant, Darren, 2016, "The essential economics of threshold-based incentives: Theory, estimation, and evidence from the Western States 100," Journal of Economic Behavior & Organization, Elsevier, volume 130, issue C, pages 180-197, DOI: 10.1016/j.jebo.2016.07.013.
• Abatayo, Anna Lou & Lynham, John, 2016, "Endogenous vs. exogenous regulations in the commons," Journal of Environmental Economics and Management, Elsevier, volume 76, issue C, pages 51-66, DOI: 10.1016/j.jeem.2015.11.006.
• Bandi, F.M. & Renò, R., 2016, "Price and volatility co-jumps," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 107-146, DOI: 10.1016/j.jfineco.2015.05.007.
• Bollerslev, Tim & Li, Sophia Zhengzi & Todorov, Viktor, 2016, "Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 464-490, DOI: 10.1016/j.jfineco.2016.02.001.
• Goldring, Thomas & Lange, Fabian & Richards-Shubik, Seth, 2016, "Testing for changes in the SES-mortality gradient when the distribution of education changes too," Journal of Health Economics, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.jhealeco.2015.12.002.
• Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016, "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 151-163, DOI: 10.1016/j.jmva.2015.09.002.
• Felfe, Christina & Lechner, Michael & Thiemann, Petra, 2016, "After-school care and parents' labor supply," Labour Economics, Elsevier, volume 42, issue C, pages 64-75, DOI: 10.1016/j.labeco.2016.06.009.
• Trevisan, Elisabetta & Zantomio, Francesca, 2016, "The impact of acute health shocks on the labour supply of older workers: Evidence from sixteen European countries," Labour Economics, Elsevier, volume 43, issue C, pages 171-185, DOI: 10.1016/j.labeco.2016.04.002.
• Vortelinos, Dimitrios I., 2016, "Realized correlation analysis of contagion," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 138-148, DOI: 10.1016/j.qref.2015.10.001.
• Kancs, d’Artis & Siliverstovs, Boriss, 2016, "R&D and non-linear productivity growth," Research Policy, Elsevier, volume 45, issue 3, pages 634-646, DOI: 10.1016/j.respol.2015.12.001.
• Beck, Mathias & Lopes-Bento, Cindy & Schenker-Wicki, Andrea, 2016, "Radical or incremental: Where does R&D policy hit?," Research Policy, Elsevier, volume 45, issue 4, pages 869-883, DOI: 10.1016/j.respol.2016.01.010.
• Marino, Marianna & Lhuillery, Stephane & Parrotta, Pierpaolo & Sala, Davide, 2016, "Additionality or crowding-out? An overall evaluation of public R&D subsidy on private R&D expenditure," Research Policy, Elsevier, volume 45, issue 9, pages 1715-1730, DOI: 10.1016/j.respol.2016.04.009.
• Lin, Fu-Lai & Chen, Yu-Fen & Yang, Sheng-Yung, 2016, "Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 59-71, DOI: 10.1016/j.iref.2015.10.031.
• Taboga, Marco, 2016, "Option-implied probability distributions: How reliable? How jagged?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 453-469, DOI: 10.1016/j.iref.2016.07.013.
• Burzala, Milda Maria, 2016, "Contagion effects in selected European capital markets during the financial crisis of 2007–2009," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 556-571, DOI: 10.1016/j.ribaf.2016.01.026.
• Agasisti, Tommaso & Barra, Cristian & Zotti, Roberto, 2016, "Evaluating the efficiency of Italian public universities (2008–2011) in presence of (unobserved) heterogeneity," Socio-Economic Planning Sciences, Elsevier, volume 55, issue C, pages 47-58, DOI: 10.1016/j.seps.2016.06.002.
• Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016, "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 19, issue 1, pages 55-76, DOI: 10.1016/j.rcsar.2015.01.003.
• Heinrich, Torsten & Dai, Shuanping, 2016, "Diversity of firm sizes, complexity, and industry structure in the Chinese economy," Structural Change and Economic Dynamics, Elsevier, volume 37, issue C, pages 90-106, DOI: 10.1016/j.strueco.2016.01.001.
• Abankina, Irina & Aleskerov, Fuad & Belousova, Veronika & Gokhberg, Leonid & Kiselgof, Sofya & Petrushchenko, Vsevolod & Shvydun, Sergey & Zinkovsky, Kirill, 2016, "From equality to diversity: Classifying Russian universities in a performance oriented system," Technological Forecasting and Social Change, Elsevier, volume 103, issue C, pages 228-239, DOI: 10.1016/j.techfore.2015.10.007.
• Karimu, Amin & Mensah, Justice Tei & Adu, George, 2016, "Who Adopts LPG as the Main Cooking Fuel and Why? Empirical Evidence on Ghana Based on National Survey," World Development, Elsevier, volume 85, issue C, pages 43-57, DOI: 10.1016/j.worlddev.2016.05.004.
• Calel, Raphael & Dechezlepretre, Antoine, 2016, "Environmental policy and directed technological change: evidence from the European carbon market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62723, Mar.
• Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria, 2016, "A Selective Review of Aman Ullah’s Contributions to Econometrics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036001.
• An Yonghong & Hsiao Cheng & Li Dong, 2016, "Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036011.
• Liangjun Su & Yonghui Zhang, 2016, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036014.
• Yangin Fan & Emmanuel Guerre, 2016, "Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036023.
• Daniel J. Henderson & Christopher F. Parmeter, 2016, "Model Averaging Over Nonparametric Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036024.
• Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2016, "Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036025.
• Kairat Mynbaev & Carlos Martins-Filho & Aziza Aipenova, 2016, "A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036026.
• Jeffrey S. Racine, 2016, "Local Polynomial Derivative Estimation: Analytic or Taylor?," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036027.
• Yu Yvette Zhang & Ximing Wu & Qi Li, 2016, "A Simple Consistent Nonparametric Estimator of the Lorenz Curve," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036028.
• Jacob Dearmon & Tony E. Smith, 2016, "Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging," Advances in Econometrics, Emerald Group Publishing Limited, "Spatial Econometrics: Qualitative and Limited Dependent Variables", DOI: 10.1108/S0731-905320160000037018.
• Chunyan Yu, 2016, "Airline Productivity and Efficiency: Concept, Measurement, and Applications," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Efficiency", DOI: 10.1108/S2212-160920160000005002.
• Bo Zou & Irene Kwan & Mark Hansen & Dan Rutherford & Nabin Kafle, 2016, "Airline Fuel Efficiency: Assessment Methodologies and Applications in the U.S. Domestic Airline Industry," Advances in Airline Economics, Emerald Group Publishing Limited, "Airline Efficiency", DOI: 10.1108/S2212-160920160000005012.
• Aditya R. Khanal & Ashok K. Mishra, 2016, "Financial performance of small farm business households: the role of internet," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 8, issue 4, pages 553-571, November, DOI: 10.1108/CAER-12-2014-0147.
• Giorgio Canarella & Stephen M. Miller, 2016, "Inflation persistence and structural breaks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 980-1005, November, DOI: 10.1108/JES-10-2015-0190.
• Ilaria Petrarca & Roberto Ricciuti, 2016, "Relative Income Distribution in Six European Countries," Research on Economic Inequality, Emerald Group Publishing Limited, "Inequality after the 20th Century: Papers from the Sixth ECINEQ Meeting", DOI: 10.1108/S1049-258520160000024015.
• Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016, "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 735-754, October, DOI: 10.1108/SEF-03-2015-0079.
• Jo Reynaerts & Jakob Vanschoonbeek, 2016, "The economics of state fragmentation: Assessing the economic impact of secession - Addendum," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 547242.
• Dirk Czarnitzki & Julie Delanote, 2016, "Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium," Working Papers of ECOOM - Centre for Research and Development Monitoring, KU Leuven, Faculty of Economics and Business (FEB), ECOOM - Centre for Research and Development Monitoring, number 543966, Jun.
• Dirk Czarnitzki & Julie Delanote, 2016, "Incorporating innovation subsidies in the CDM framework: Empirical evidence from Belgium," Working Papers of Department of Management, Strategy and Innovation, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven, number 543966, Jun.
• Jo Reynaerts & Jakob Vanschoonbeek, 2016, "The economics of state fragmentation: Assessing the economic impact of secession - Addendum," Working Papers of VIVES - Research Centre for Regional Economics, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics, number 547242.
• Yuri Balagula, 2016, "Fractal Characterization of Long Memory in Electricity Prices," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2016/03, Jul.
• German Forero-Laverde, 2016, "Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2016/339.
• Alessandro Fiorini, 2016, "Technical efficiency in a technological innovation system perspective: The case of bioenergy technologies R&D resources mobilisation in a sample from EU-28," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2016, issue 2, pages 107-127.
• M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli, 2016, "L?eterogeneit? spaziale nello sviluppo locale in Italia: un?analisi basata sulla costruzione di un indicatore sintetico," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 9-27.
• Alfredo Cartone & Paolo Postiglione, 2016, "Modelli spaziali di regressione quantilica per l?analisi della convergenza economica regionale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 28-48.
• Milan Ficura & Jiri Witzany, 2016, "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 278-301, August.
• Jiri Kukacka & Jozef Barunik, 2016, "Simulated ML Estimation of Financial Agent-Based Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/07, Mar, revised Mar 2016.
• Cordeiro, Yara de Almeida Campos & Gaglianone, Wagner Piazza & Issler, João Victor, 2016, "Inattention in individual expectations," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 776.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "Why are big banks getting bigger?," Working Papers, Federal Reserve Bank of Dallas, number 1604, Feb, DOI: 10.24149/wp1604.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The rank effect for commodities," Working Papers, Federal Reserve Bank of Dallas, number 1607, Aug, DOI: 10.24149/wp1607.
• Nick Gebbia, 2016, "Option-Implied Libor Rate Expectations across Currencies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1182, Oct, DOI: 10.17016/IFDP.2016.1182.
• George-Levi Gayle & Andrew Shephard, 2016, "Optimal Taxation, Marriage, Home Production, and Family Labor Supply," Working Papers, Federal Reserve Bank of St. Louis, number 2016-10, May, DOI: 10.20955/wp.2016.010.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Ernst Schaumburg, 2016, "Characteristic-Sorted Portfolios: Estimation and Inference," Staff Reports, Federal Reserve Bank of New York, number 788, Aug.
• Sumit Agarwal & Vyacheslav Mikhed & Barry Scholnick, 2016, "Does inequality cause financial distress? Evidence from lottery winners and neighboring bankruptcies," Working Papers, Federal Reserve Bank of Philadelphia, number 16-4, Feb.
• Hernandez, Manuel A. & Torero, Máximo, 2016, "A poverty-sensitive scorecard to prioritize lending and grant allocation: Evidence from Central America," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 1518.
• Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael, 2016, "A wild bootstrap algorithm for propensity score matching estimators," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 470, Jul.
• Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.
• Marius Huguet & Lionel Perrier & Olivia Ballyc & Xavier Joutard & Nathalie Havet & Fadila Farsi & David Benayoun & Pierre de Saint Hilaire & Dominique Beal Ardisson & Magali Morelle & LIsabelle Ray-Co, 2016, "Counterfactual approach with survival or time to event outcomes: An application to an exhaustive cohort of Epithelial Ovarian Carcinoma in the Rhône-Alps region of France," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1622.
• Nuno Baetas da Silva & João Sousa Andrade, 2016, "The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-09, Jul.
• Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016, "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Post-Print, HAL, number hal-01419768, Dec.
• Théophile Azomahou & Micheline Goedhuys & Phu Nguyen-Van, 2016, "A Structural Nonparametric Reappraisal of the co2 Emissions–Income Relationship," Post-Print, HAL, number hal-01722964, DOI: 10.3917/reco.pr2.0061.
• Christophe Bontemps & Celine Nauges, 2016, "The impact of perceptions in averting-decision models: An application of the special regressor method to drinking water choices," Post-Print, HAL, number hal-02637342, DOI: 10.1093/ajae/aav046.
• Jean-Pierre Florens & Anna Simoni, 2016, "Regularizing Priors For Linear Inverse Problems," Post-Print, HAL, number hal-03089887, Feb, DOI: 10.1017/S0266466614000796.
• Bertrand Candelon & Sessi Tokpavi, 2016, "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print, HAL, number hal-03528203, Apr, DOI: 10.1080/07350015.2015.1026774.
• Zied Ftiti & Sandrine Kablan & Khaled Guesmi, 2016, "What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries
  [Que pouvons nous apprendre sur les matières premières et les cycles de crédit? Evidence des pays africains exportateurs de matières premières," Post-Print, HAL, number hal-04281444, Nov, DOI: 10.1016/j.eneco.2016.10.011.
• Simon Cornée & Gervais Thenet, 2016, "Efficience des institutions de microfinance en Bolivie et au Pérou : une approche data envelopment analysis en deux étapes," Post-Print, HAL, number halshs-01306946, Mar, DOI: 10.4000/fcs.1768.
• Jean Pierre Huiban & Camille Mastromarco & Antonio Musolesi & Michel Simioni, 2016, "The impact of pollution abatement investments on production technology: new insights from frontier analysis," Working Papers, HAL, number hal-01512154.
• Marius Huguet & Lionel Perrier & Olivia Bally & Xavier Joutard & Nathalie Havet & Fadila Farsi & David Benayoun & Pierre de Saint Hilaire & Dominique Beal Ardisson & Magali Morelle & Isabelle Ray-Coqu, 2016, "Counterfactual approach with survival or time to event outcomes: An application to an exhaustive cohort of Epithelial Ovarian Carcinoma in the Rhône-Alps region of France," Working Papers, HAL, number halshs-01333480.
• Gilles Dufrénot & Anne-Charlotte Paret-Onorato, 2016, "Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model," Working Papers, HAL, number halshs-01357797, Aug.
• Federica Di Battista, 2016, "Scared to be poor: Vulnerability and poverty in Great Britain at the beginning of the 20th century," HHB Working Papers Series, The Historical Household Budgets Project, number 5, Jul.
• de Luna, Xavier & Fowler, Philip & Johansson, Per, 2016, "Proxy variables and nonparametric identification of causal effects," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2016:12, Jun.
• Otneim, Håkon & Tjøstheim, Dag, 2016, "Non-parametric estimation of conditional densities: A new method," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2016/22, Dec.
• Anthun, Kjartan S. & Kittelsen, Sverre A.C. & Magnussen, Jon, 2016, "Produktivitet i spesialisthelsetjenesten," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2016:7, Jul.
• Drepper, Bettina & Effraimidis, Georgios, 2016, "Identification of the timing-of-events model with multiple competing exit risks from single-spell data," DaCHE discussion papers, University of Southern Denmark, Dache - Danish Centre for Health Economics, number 2016:3, Mar.
• Effraimidis, Georgios, 2016, "Nonparametric Identification of a Time-Varying Frailty Model," DaCHE discussion papers, University of Southern Denmark, Dache - Danish Centre for Health Economics, number 2016:6, Jul.
• Effraimidis, Georgios & Levine, Morgan & Crimmins, Eileen, 2016, "Measuring the Effect of the Polygenic Risk Score on the Aging Rate," DaCHE discussion papers, University of Southern Denmark, Dache - Danish Centre for Health Economics, number 2016:7, Sep.
• Karimu, Amin & Brännlund, Runar & Lundgren, Tommy & Söderholm, Patrik, 2016, "Energy Intensity and Convergence in Swedish Industry: A Combined Econometric and Decomposition Analysis," CERE Working Papers, CERE - the Center for Environmental and Resource Economics, number 2016:8, Mar.
• Karimu, Amin & Mensah, Justice Tei & Adu, George, 2016, "Who adopts LPG as the main cooking fuel and why? Empirical evidence on Ghana based on national survey," CERE Working Papers, CERE - the Center for Environmental and Resource Economics, number 2016:9, Apr.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• YAMAMOTO, Yohei & 山本, 庸平, 2016, "Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-26, May.
• Kanaya, Shin, 2016, "Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 646, Aug.
• Lietzmann, Torsten & Schmelzer, Paul & Wiemers, Jürgen, 2016, "Does marginal employment promote regular employment for unemployed welfare benefit recipients in Germany?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201618.
• John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016, "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 2, pages 31-47.
• Corral, Leonardo & Henderson, Heath & Miranda, Juan José, 2016, "Evidence from a Natural Experiment on the Development Impact of Windfall Gains: The Camisea Fund in Peru," IDB Publications (Working Papers), Inter-American Development Bank, number 7520, Mar, DOI: http://dx.doi.org/10.18235/0011726.
• Solihin & Noer Azam Achsani & Imam T. Saptono, 2016, "The Islamic Banking and the Economic Integration in Asean," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 19, issue 1, pages 81-106, July, DOI: https://doi.org/10.21098/bemp.v19i1.
• James Bugden & Robert Waschik & Iain Fraser & Jeffrey S. Racine, 2016, "Parametric and non-parametric analysis of tax changes," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 18, issue 5, pages 533-549.
• Rafael González-Val, 2016, "Historical urban growth in Europe (1300–1800)," Working Papers, Institut d'Economia de Barcelona (IEB), number 2016/8.
• Joachim Freyberger & Matthew Masten, 2016, "Compactness of infinite dimensional parameter spaces," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/16, Jan.
• Hiroaki Kaido & Francesca Molinari & Jorg Stoye, 2016, "Confidence intervals for projections of partially identified parameters," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/16, Jan.
• Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang, 2016, "Doubly robust uniform confidence band for the conditional average treatment effect function," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/16, Jan.
• Bryan S. Graham & Guido Imbens & Geert Ridder, 2016, "Identification and efficiency bounds for the average match function under conditionally exogenous matching," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/16, Mar.
• Jeremy Fox, 2016, "Estimating Matching Games with Transfers," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/16, Mar.
• Johan Vikström & Geert Ridder & Martin Weidner, 2016, "Bounds On Treatment Effects On Transitions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/16, Apr.
• Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom, 2016, "Bias-corrected confidence intervals in a class of linear inverse problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/16, May.
• Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2016, "Inference under Covariate-Adaptive Randomization," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/16, May.
• Matthew Masten & Alexandre Poirier, 2016, "Partial independence in nonseparable models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/16, Jun.
• Yuichi Kitamura & Jorg Stoye, 2016, "Nonparametric analysis of random utility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/16, Jun.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2016, "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/16, Jul.
• Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey, 2016, "Locally robust semiparametric estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/16, Aug.
• Ivan A. Canay & Vishal Kamat, 2016, "Approximate permutation tests and induced order statistics in the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/16, Aug.
• Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016, "A quantile correlated random coefficients panel data model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/16, Aug.
• Andrew Chesher & Adam Rosen, 2016, "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP44/16, Aug.
• Kavitha P & Pankaj Kumar Baag, 2016, "Banks in India- Technical and Scale Efficiency in Financing Entrepreneurs and Small Businesses: DEA approach," Working papers, Indian Institute of Management Kozhikode, number 206, Aug.
• Sahba Fatima, 2016, "Performance Evaluation of Thermal Power Generation: Non-Parametric Frontier Approach," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 4, issue 1, pages 81-92, March.
• Tetsuya Adachi & Takashi Asano & Tatsushi Okuda, 2016, "Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-09, Aug.
• Tetsuya Adachi & Takashi Asano & Tatsushi Okuda, 2016, "Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 34, pages 1-38, November.
• Michel Philipp & Achim Zeileis & Carolin Strobl, 2016, "A Toolkit for Stability Assessment of Tree-Based Learners," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-11, May.
• Florian Wickelmaier & Achim Zeileis, 2016, "Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-26, Sep.
• Arnaud Lefranc & Alain Trannoy, 2016, "Equality of Opportunity: How to encompass Fifty Shades of Luck," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 394, Feb.
• Ruli Xiao, 2016, "Nonparametric Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-002, Mar.
• Yan Zheng & Tomislav Vukina, 2016, "Using the age-based insurance eligibility criterion to estimate moral hazard in medical care consumption," Financial Theory and Practice, Institute of Public Finance, volume 40, issue 3, pages 337-356.
• Aguilar-Gutiérrez, Genaro & Chíguil-Figueroa, Francisco, 2016, "Evolución y Perspectivas del Sistema Nacional de Coordinación Fiscal./ System evolution and perspectives national coordination fiscal," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 23, pages 55-85, Segundo s.
• BARGAIN Olivier & DOORLEY Karina & VAN KERM Philippe, 2016, "Minimum wages and the gender gap in pay. Evidence from the UK and Ireland," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2016-02, Jan.
• António Afonso, & Mina Kazemi, 2016, "Assessing Public Spending Efficiency in 20 OECD Countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2016/12, Jun.
• Lorenzo Frattarolo & Francesca Parpinel & Claudio Pizzi, 2016, "Systemically Important Banks:A Permutation Test Approach," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 70, issue 3, pages 41-52, July-Sept.
• de Luna, Xavier & Fowler, Philip & Johansson, Per, 2016, "Proxy Variables and Nonparametric Identification of Causal Effects," IZA Discussion Papers, IZA Network @ LISER, number 10057, Jul.
• Headey, Bruce & Muffels, Ruud, 2016, "Towards a Theory of Life Satisfaction Accounting for Stability, Change and Volatility in 25-Year Life Trajectories in Germany," IZA Discussion Papers, IZA Network @ LISER, number 10058, Jul.
• Henderson, Daniel J. & Simar, Léopold & Wang, Le, 2016, "The Three I's of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency," IZA Discussion Papers, IZA Network @ LISER, number 10076, Jul.
• Johansson, Per & Lee, Myoung-jae, 2016, "On Nonparametric Identification of Treatment Effects in Duration Models," IZA Discussion Papers, IZA Network @ LISER, number 10247, Sep.
• Abbring, Jaap H. & van den Berg, Gerard J., 2016, "Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"," IZA Discussion Papers, IZA Network @ LISER, number 10248, Sep.
• Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2016, "Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 10429, Dec.
• Biewen, Martin & Ungerer, Martin & Löffler, Max, 2016, "Trends in the German Income Distribution: 2005/06 to 2010/11," IZA Discussion Papers, IZA Network @ LISER, number 10450, Dec.
• Caliendo, Marco & Künn, Steffen & Weißenberger, Martin, 2016, "Personality Traits and the Evaluation of Start-Up Subsidies," IZA Discussion Papers, IZA Network @ LISER, number 9628, Jan.
• van den Berg, Gerard J. & Bonev, Petyo & Mammen, Enno, 2016, "Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 9782, Feb.
• Rothe, Christoph, 2016, "The Value of Knowing the Propensity Score for Estimating Average Treatment Effects," IZA Discussion Papers, IZA Network @ LISER, number 9989, Jun.
• Kolesár, Michal & Rothe, Christoph, 2016, "Inference in Regression Discontinuity Designs with a Discrete Running Variable," IZA Discussion Papers, IZA Network @ LISER, number 9990, Jun.
• Mª Pilar García-Alcober & Manuel Illueca & Diego Prior & Emili Tortosa-Ausina, 2016, "Risk-taking behavior, earnings quality, and performance in Spanish banking: A profit frontier approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/19.
• M. Grazia Pennino & José María Bellido & David Conesa & Marta Coll & Emili Tortosa-Ausina, 2016, "The analysis of convergence in ecological indicators: An application to the Mediterranean fisheries," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/22.
• Anup Kumar Bhandari & V Vipin, 2016, "Efficiency and related technological aspects of the Indian food processing industry: A non-parametric analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 227-243, Special I.
• Yu Guo And Wei Ma, 2016, "Time-Varying Coefficient Taylor Rule and Chinese Monetary Policy: Evidence from the Time-Varying Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 41, issue 4, pages 27-44, December.
• Thomas A. Severini, 2016, "A nonparametric approach to measuring the sensitivity of an asset’s return to the market," Annals of Finance, Springer, volume 12, issue 2, pages 179-199, May, DOI: 10.1007/s10436-016-0277-5.
• Arfat Sofi & S. Durai, 2016, "Income convergence in India: a nonparametric approach," Economic Change and Restructuring, Springer, volume 49, issue 1, pages 23-40, February, DOI: 10.1007/s10644-015-9169-3.